Personal profile

Personal information

I received my PhD in 2003, with a thesis on "Optimal Financial Decision Making under Loss Averse Preferences". Then, I worked as a postdoc for the Netherlands Central Bank (DNB) for one year. During the year, I received an NWO-VENI grant and was a postdoc for another four years. I became assistant professor at the VU University Amsterdam in 2008 and associate professor in 2010.


Arjen received his PhD in 2003 and worked for the Netherlands Central Bank (DNB) as a postdoc. He received an NWO-Veni grant in 2003 and was a postdoc at the VU for 4 years. He is Associate Professor of Finance since 2010.

Research focus: loss aversion in financial models, the housing market & real estate agents, pension fund investment and systems, banking. 

Ancillary activities

No ancillary activities

Last mutation Ancillary Activities: Amsterdam(2017-09-05)

Ancillary activities

Senior economist the CDA Research Institute, see

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Research Output 1997 2017

Panta rhei, measurement and discovery of change in financial markets

Zamojski, M. J. 2017 Amsterdam: Tinbergen Institute. 227 p.

Research output: ScientificPhD Thesis - Research VU, graduation VU

Real-Estate Agent Commission Structure and Sales Performance

Gautier, P. A., Siegmann, A. H. & van Vuuren, A. P. 2017 Amsterdam: Tinbergen Institute, 39 p.(Tinbergen Institute Discussion Paper Series; vol. 2017, no. 049/VI)

Research output: ScientificWorking paper

The evolving beta-liquidity relationship of hedge funds

Siegmann, A. & Stefanova, D. 2017 In : Journal of Empirical Finance.

Research output: Scientific - peer-reviewArticle

Policy Lessons from Systemic Risk Modeling and Measurement

Siegmann, A. H. 2016 Systemic Risk Tomography: Signals, Measurements and Transmission Channels. Billio, M., Pelizzon, L. & Savona, R. (eds.). ISTE-Elsevier

Research output: Scientific - peer-reviewChapter